, among others, indicated the consensus on net profit margin and short term liquidity ratios as the important indicators of …

expense ratio, and lower profitability. Besides, their liquidity, turnover, labor productivity, and coverage ratios were also …

In this paper I test for and model volatility jumps for the General Index (GD) of the Athens Stock Exchange (ASE …-of-the-art realized volatility estimators which I then use in testing and modeling for volatility jumps in the General Index of the ASE … volatility which are then used in modeling realized volatility with the class of Heterogeneous Autoregressive (HAR) models. This …

We test for and model volatility jumps for three major indices of the Athens Stock Exchange (ASE).Using intraday data … we rst construct several, state-of-the-art realized volatility estimators. We use these estimators to construct the jump … components of volatility and perform various tests on their properties. Then we use the class of Heterogeneous Autoregressive …

Volatility clustering and asymmetry are considered as an essential element in time series data analysis for portfolio … managers. This study is conducted to analyze the volatility clustering and asymmetry occurrence by employing different GARCH … findings of the study show that volatility clustering increases the asymmetric comportment of daily stock market returns. We …

cash buffers in comparison with their unaffiliated peers. Banks provide liquidity support to distressed affiliated funds by … complementarities in investors’ redemptions. Liquidity support and other benefits of bank affiliation are conditional on the financial …

cash buffers in comparison with their unaffiliated peers. Banks provide liquidity support to distressed affiliated funds by … complementarities in investors’ redemptions. Liquidity support and other benefits of bank affiliation are conditional on the financial …

cash buffers in comparison with their unaffiliated peers. Banks provide liquidity support to distressed affiliated funds by … complementarities in investors' redemptions. Liquidity support and other benefits of bank affiliation are conditional on the financial …